A simplified approach to computing efficiency bounds in semiparametric models

Thomas A. Severini, Gautam Tripathi*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

33 Scopus citations

Abstract

Using some standard Hubert space theory a simplified approach to computing efficiency bounds in semiparametric models is presented. We use some interesting examples to illustrate this approach and also obtain some results which seem to be new to the literature.

Original languageEnglish (US)
Pages (from-to)23-66
Number of pages44
JournalJournal of Econometrics
Volume102
Issue number1
DOIs
StatePublished - May 2001

Funding

We thank the associate editor and two anonymous referees for comments that greatly improved this paper. We also thank Bruce Hansen, Yuichi Kitamura, Whitney Newey, and seminar participants at the Rice and Texas A & M Economics departments for helpful suggestions and encouragement. The second author gratefully acknowledges continued research support from the University of Wisconsin-Madison Graduate School.

Keywords

  • Efficiency bounds
  • Semiparametric models

ASJC Scopus subject areas

  • Economics and Econometrics

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